Anic Equity¶

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Total return since start: 0.557 %¶

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Equity now: -----------------------------> 47561.58 Kr¶

Max Equity ever reached: ------------> 48629.89 Kr¶

Portfolio value: --------------------------> 46163.59 Kr¶

PnL: ---------------------------------------> -724.98 Kr¶

DD now: ---------------------------------> -2.197 %¶

Max portfolio DD since start: ----> -13.025 %¶

Updated:¶

'2023-01-27 16:09:09.174378'

Anic Portfolio¶

This Week¶

Return: -0.75 %¶

Total¶

Return: 55.678 %¶

Benchmark comparison TODAY¶

Benchmark comparison¶

OMXS30
DJUS
NDX
DAX
W1IDU

Excess return¶

OMXS30
DJUS
NDX
DAX
W1IDU

Anic Portfolio Holdings¶

  volume changePercent value profit profitPercent acquiredValue
name            
FM Mattsson Mora Group B 50 0.320000 3120.000000 193.000000 6.590000 2927.000000
HEBA B 70 1.010000 2800.000000 164.000000 6.220000 2636.000010
HMS Networks 2 -0.350000 788.000000 115.000000 17.090000 673.000000
Nordea Bank Abp 29 0.900000 3514.800000 60.800000 1.760000 3453.999992
Samhällsbyggnadsbo. i Norden B 20 3.950000 405.200000 50.200000 14.140000 355.000000
SAAB B 8 -0.510000 3425.600000 48.600000 1.440000 3377.000000
MedCap 2 0.650000 466.000000 45.000000 10.690000 421.000000
Resurs Holding 22 2.850000 610.720000 36.720000 6.400000 573.999998
Corem Property Group B 59 1.770000 609.470000 32.470000 5.630000 576.999999
Swedbank A 3 2.210000 588.600000 24.600000 4.360000 564.000000
AcadeMedia 12 0.330000 580.560000 23.560000 4.230000 557.000004
Boozt 12 0.290000 1676.400000 22.400000 1.350000 1653.999996
Intrum 4 0.150000 545.600000 18.600000 3.530000 527.000000
OEM International B 7 -0.260000 544.600000 16.600000 3.140000 527.999997
Securitas B 6 1.770000 586.320000 16.320000 2.860000 570.000000
Eastnine 4 0.480000 506.400000 15.400000 3.140000 491.000000
Norva24 Group 16 -0.170000 552.960000 9.960000 1.830000 543.000000
Samhällsbyggnadsbo. i Norden D 12 3.700000 255.840000 9.840000 4.000000 246.000000
Coor Service Management Hold. 8 0.600000 538.800000 6.800000 1.280000 532.000000
Karnov Group 9 0.330000 541.800000 5.800000 1.080000 536.000004
Creaspac SPAC 6 0.310000 582.600000 5.600000 0.970000 577.000002
Fastighetsbolag. Emilshus Pref 21 -1.460000 567.000000 5.000000 0.890000 562.000005
Handelsbanken A 5 0.280000 541.500000 -4.500000 -0.820000 546.000000
International Petroleum Corp. 5 4.710000 578.000000 -16.570000 -2.790000 594.565215
Midsona B 63 -0.890000 563.220000 -19.780000 -3.390000 582.999984
CTEK 13 -3.970000 509.600000 -24.400000 -4.570000 533.999999
Essity B 2 -2.090000 537.700000 -36.300000 -6.320000 574.000000
Vivesto 1368 0.000000 554.040000 -58.960000 -9.620000 612.999432
Essity A 4 -2.000000 1076.000000 -73.000000 -6.350000 1149.000000
Sampo Oyj SDB 7 0.190000 3766.000000 -84.000000 -2.180000 3850.000000
Fasadgruppen Group 35 2.330000 3696.000000 -115.000000 -3.020000 3810.999990
Beijer Electronics Group 26 0.560000 2818.400000 -152.600000 -5.140000 2971.000006
OX2 18 1.900000 1445.400000 -218.600000 -13.140000 1663.999992
Axfood 13 0.340000 3480.100000 -275.900000 -7.350000 3756.000001
Ovzon 52 0.190000 2782.000000 -580.000000 -17.250000 3361.999992
TOTAL 46155.230000 -733.340000 -2.2137% 46888.564618

Updated:¶

'2023-01-27 16:08:12.444455'
None

Last optimization/rebalancing:¶

'2023-01-02'

Next optimization/rebalancing:¶

'2023-02-10'

In or Out of market? In if Signal > -10, else out of market!¶

AVAN-Live vs backtest and OMXSE30 2023¶

Walk forward test results - depending on starting day¶

Equity is shown as log of returns. Returns range by a factor of 10. Best is about 10000%, 100 times money, and worst 1000%, 10 times money in 20 years. Maximal duration for drawdown periods vary between 280-750 days. Worst drawdown across the tests is about 40 %. ¶

Walk forward test results - Distribution of maximal drawdowns¶

Used to understand the strategys historical drawdown properties and to set the rule for when to stop trading the system. The stop limit is set to mean of max drawdown minus 2 standard deviations.¶